Value at Risk, Expected Shortfall, and Marginal Risk Contributions
Alternative title: | Value at Risk, erwartetes Defizit und Grenzrisiko-Beiträge |
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Year of publication: |
2002-05-01
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Authors: | Rau-Bredow, Hans |
Published in: | |
Publisher: |
Institut für Bank- und Kreditwirtschaft <Würzburg> |
Subject: | Kreditwesen | Bank | Value at Risk | Ausfallrisiko | Kreditrisiko |
Extent: | 96256 bytes 12 p. application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | Procurement of outside capital ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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